【摘要】：伴隨著我國金融的不斷發(fā)展,近幾年來,我國銀行管理水平也在不斷的發(fā)展提高。我國各大銀行都不斷改進其經(jīng)營理念,加快自身的發(fā)展。商業(yè)銀行不斷增強價值觀念,資本約束,并在風險管理上實施了改善措施等,通過加強經(jīng)濟資本管理,并將資本與風險相結(jié)合,建立現(xiàn)代化商業(yè)銀行資本管理理念。各大商業(yè)銀行開始重視經(jīng)濟資本以及相關(guān)指標,例如經(jīng)濟增加值(EVA),經(jīng)風險調(diào)整的資本回報率(RAROC)等等,而這些指標為銀行進行資本配置,風險管理以及績效考核等都提供了依據(jù)。本文將以中國工商銀行寧波分行相關(guān)數(shù)據(jù)為樣本,通過對經(jīng)濟資本相關(guān)指標、過程的研究分析,在監(jiān)管框架內(nèi),提出進一步完善中國工商銀行寧波分行在本地區(qū)經(jīng)濟資本配置水平的方法,以達到中國工商銀行寧波分行提高經(jīng)濟資本管理水平和全面風險控制能力的目的。本文研究思路如下:第一章介紹選題的背景以及意義。介紹目前經(jīng)濟資本管理發(fā)展的現(xiàn)狀以及實施經(jīng)濟資本管理的重要意義。第二章通過查閱資料分析國際銀行業(yè)經(jīng)濟資本管理新趨勢和我國銀行業(yè)經(jīng)濟資本管理發(fā)展方向,以及經(jīng)濟資本管理的內(nèi)涵及應(yīng)用。對國內(nèi)外經(jīng)濟資本管理研究進行分析評述。第三章介紹經(jīng)濟資本管理的一些基本理論,包括經(jīng)濟資本管理的內(nèi)涵和應(yīng)用。為后面具體分析中國工商銀行寧波分行經(jīng)濟資本管理現(xiàn)狀打下基礎(chǔ)。第四章主要分析中國工商銀行寧波分行經(jīng)濟資本管理的現(xiàn)狀。主要介紹了中國工商銀行寧波分行經(jīng)濟資本管理的概況并對其經(jīng)濟資本管理體系下的經(jīng)營狀況進行分析,評價現(xiàn)行經(jīng)濟資本管理體系優(yōu)勢與局限性。第五章對中國工商銀行寧波分行經(jīng)濟資本管理的完善。分析完善現(xiàn)行經(jīng)濟資本管理體系的必要性以及可行性,并提出完善措施。第六章則提出中國工商銀行寧波分行經(jīng)濟資本管理的保障措施。最后第七章提出結(jié)論總結(jié)。
[Abstract]:With the continuous development of finance in our country, the level of bank management in our country is also developing and improving in recent years. The major banks in China continue to improve their business philosophy and speed up their own development. Commercial banks continue to strengthen values, capital constraints, and implement improvement measures in risk management. By strengthening economic capital management and combining capital with risk, the capital management concept of modern commercial banks is established. Commercial banks began to attach importance to economic capital and related indicators, such as (EVA), risk-adjusted return on capital (RAROC) and so on, and these indicators provide a basis for banks to carry out capital allocation, risk management and performance evaluation. Taking the relevant data of Industrial and Commercial Bank of China Ningbo Branch as a sample, through the research and analysis of economic capital related indexes and processes, and within the regulatory framework, this paper puts forward the method of further perfecting the economic capital allocation level of Industrial and Commercial Bank of China Ningbo Branch in order to achieve the purpose of improving the economic capital management level and overall risk control ability of Industrial and Commercial Bank of China Ningbo Branch. The research ideas of this paper are as follows: the first chapter introduces the background and significance of the topic. This paper introduces the present situation of the development of economic capital management and the significance of implementing economic capital management. The second chapter analyzes the new trend of international banking economic capital management and the development direction of China's banking economic capital management, as well as the connotation and application of economic capital management. This paper analyzes and comments on the research of economic capital management at home and abroad. The third chapter introduces some basic theories of economic capital management, including the connotation and application of economic capital management. It lays the foundation for the detailed analysis of the current situation of economic capital management in Ningbo Branch of Industrial and Commercial Bank of China. The fourth chapter mainly analyzes the current situation of economic capital management of Industrial and Commercial Bank of China Ningbo Branch. This paper mainly introduces the general situation of economic capital management in Ningbo Branch of Industrial and Commercial Bank of China, analyzes the management situation under its economic capital management system, and evaluates the advantages and limitations of the current economic capital management system. The fifth chapter perfects the economic capital management of Industrial and Commercial Bank of China Ningbo Branch. This paper analyzes the necessity and feasibility of perfecting the current economic capital management system, and puts forward some perfect measures. The sixth chapter puts forward the safeguard measures of economic capital management of Industrial and Commercial Bank of China Ningbo Branch. Finally, the seventh chapter puts forward the conclusion summary.
【學位授予單位】：寧波大學
【學位級別】：碩士
【學位授予年份】：2015
【分類號】：F832.33

【參考文獻】

相關(guān)期刊論文 前3條

1 盧唐來;;經(jīng)濟資本與商業(yè)銀行非預(yù)期風險管理[J];經(jīng)濟管理;2005年03期

2 李振和 ,田雪瓊 ,熊黎;經(jīng)濟資本管理與信貸風險分析[J];農(nóng)村金融研究;2005年08期

3 王桂芝,王峰;VaR在我國商業(yè)銀行市場風險管理中的應(yīng)用研究[J];中國流通經(jīng)濟;2005年01期

，

本文編號：2497532